+87.5%
TNA vs HAS
+54.3%
+33.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.7% | -2.6% |
| 7D | -3.6% | -4.8% | +1.2% | +1.4% |
| 30D | -10.1% | -5.1% | -4.9% | -5.4% |
| 3M | +2.7% | +6.4% | -3.7% | -5.0% |
| 6M | +38.4% | -5.6% | +44.1% | +41.7% |
| YTD | +45.4% | +11.0% | +34.5% | +24.6% |
| 1Y | +55.9% | +16.8% | +39.2% | +27.2% |
| 3Y | +109.8% | +44.0% | +65.8% | +35.5% |
| 5Y | -22.5% | +11.0% | -33.5% | -30.5% |
| 10Y | +87.5% | +56.0% | +31.5% | +44.8% |
| All | +87.5% | +54.3% | +33.3% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling